+180.8%
ALLY vs KMX
+0.4%
+180.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -1.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | -3.3% | +4.1% | -7.4% | -5.4% |
| 3M | +0.5% | +27.5% | -27.1% | -12.8% |
| 6M | +12.6% | +43.6% | -31.0% | -10.1% |
| YTD | -4.7% | +56.8% | -61.4% | -28.5% |
| 1Y | +5.2% | -1.3% | +6.6% | -2.2% |
| 3Y | +66.5% | -25.4% | +91.9% | +73.7% |
| 5Y | +0.2% | -53.9% | +54.1% | +28.6% |
| 10Y | +180.8% | +0.7% | +180.1% | +104.1% |
| All | +180.8% | +0.4% | +180.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling